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Author:
Joshua Lawson
Summary:
This library is a Python implementation of the MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023) and is to be used for empirical academic asset pricing research, particularly focused on studying anomalies in the cross-section of stock returns.
Latest version:
2.0.6
Required dependencies:
bcrypt
|
certifi
|
cffi
|
charset-normalizer
|
click
|
cloudpickle
|
colorama
|
contourpy
|
cryptography
|
cycler
|
dask
|
dask-expr
|
docutils
|
fonttools
|
fsspec
|
greenlet
|
idna
|
importlib-metadata
|
importlib-resources
|
jaraco.classes
|
jaraco.context
|
jaraco.functools
|
keyring
|
kiwisolver
|
locket
|
markdown-it-py
|
matplotlib
|
mdurl
|
more-itertools
|
nh3
|
numpy
|
packaging
|
pandas
|
paramiko
|
partd
|
patsy
|
pexpect
|
pillow
|
pkginfo
|
psycopg2-binary
|
ptyprocess
|
pyarrow
|
pycparser
|
pygments
|
pynacl
|
pyparsing
|
python-dateutil
|
pytz
|
pywin32-ctypes
|
pyyaml
|
readme-renderer
|
requests
|
requests-toolbelt
|
rfc3986
|
rich
|
scipy
|
setuptools
|
six
|
sqlalchemy
|
statsmodels
|
toolz
|
twine
|
typing-extensions
|
tzdata
|
urllib3
|
wheel
|
wrds
|
zipp
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